NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 06-Jul-2011

Day Change Summary
	Previous	Current
	05-Jul-2011	06-Jul-2011	Change	Change %	Previous Week
Open	4.341	4.362	0.021	0.5%	4.273
High	4.420	4.367	-0.053	-1.2%	4.437
Low	4.265	4.218	-0.047	-1.1%	4.219
Close	4.371	4.222	-0.149	-3.4%	4.330
Range	0.155	0.149	-0.006	-3.9%	0.218
ATR	0.136	0.137	0.001	0.9%	0.000
Volume	26,756	52,889	26,133	97.7%	125,996

Daily Pivots for day following 06-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.716	4.618	4.304
R3	4.567	4.469	4.263
R2	4.418	4.418	4.249
R1	4.320	4.320	4.236	4.295
PP	4.269	4.269	4.269	4.256
S1	4.171	4.171	4.208	4.146
S2	4.120	4.120	4.195
S3	3.971	4.022	4.181
S4	3.822	3.873	4.140

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.983	4.874	4.450
R3	4.765	4.656	4.390
R2	4.547	4.547	4.370
R1	4.438	4.438	4.350	4.493
PP	4.329	4.329	4.329	4.356
S1	4.220	4.220	4.310	4.275
S2	4.111	4.111	4.290
S3	3.893	4.002	4.270
S4	3.675	3.784	4.210

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.437	4.218	0.219	5.2%	0.138	3.3%	2%	False	True	34,059
10	4.499	4.212	0.287	6.8%	0.129	3.0%	3%	False	False	29,345
20	5.011	4.212	0.799	18.9%	0.146	3.5%	1%	False	False	38,227
40	5.011	4.212	0.799	18.9%	0.137	3.2%	1%	False	False	30,526
60	5.011	4.208	0.803	19.0%	0.133	3.2%	2%	False	False	25,637
80	5.011	4.087	0.924	21.9%	0.132	3.1%	15%	False	False	21,877
100	5.011	4.011	1.000	23.7%	0.127	3.0%	21%	False	False	18,982
120	5.011	4.011	1.000	23.7%	0.123	2.9%	21%	False	False	16,443

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.000
2.618	4.757
1.618	4.608
1.000	4.516
0.618	4.459
HIGH	4.367
0.618	4.310
0.500	4.293
0.382	4.275
LOW	4.218
0.618	4.126
1.000	4.069
1.618	3.977
2.618	3.828
4.250	3.585

Fisher Pivots for day following 06-Jul-2011
Pivot	1 day	3 day
R1	4.293	4.319
PP	4.269	4.287
S1	4.246	4.254

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These figures are updated between 7pm and 10pm EST after a trading day.

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